+75.9%
VEA vs SMR
+1.6%
+74.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.3% | -0.9% |
| 7D | -2.1% | +4.7% | -6.8% | -2.4% |
| 30D | -1.1% | +3.2% | -4.3% | -1.4% |
| 3M | +5.1% | +9.9% | -4.8% | +4.1% |
| 6M | +9.8% | -15.1% | +24.9% | +9.7% |
| YTD | +15.9% | -27.9% | +43.9% | +16.2% |
| 1Y | +24.6% | -70.2% | +94.8% | +28.5% |
| 3Y | +75.5% | +72.5% | +3.1% | +57.5% |
| All | +75.9% | +1.6% | +74.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling